No, it is not possible.
Let us assume the opposite, i.e. that the chain fully covers the surface of a 3×3×3 cube. Let us draw a diagonal joining two opposite vertices which are two meeting points of the chain in each unit square of the chain (including the first and the last unit square in the chain as well). After that, we colour vertices which are the meeting points of the chain in black, and other ones in white.
In this manner we got polyline (possibly intersecting itself) on the surface of the original cube. Notice that the degree of all vertices on that polyline is even, except for the first and the last one. Namely, each vertex is connected to exactly two other vertices, while the boundary ones are connected to one. More precisely, all black vertices, except for the two boundary vertices, have degree equal to 4, while two boundary black vertices have degree equal to 3 or 4, depending on the case if we end the polyline in the same point from which we started it.
Now, observe the cube and notice that four of its vertices are black. Since each of those vertices has degree equal to 3, we have at least four vertices with odd degree, which leads to contradiction.